Are you changing fogs for a better look, or increased performance (do you live in a very foggy area?)
Personally, I don't see any point changing the fogs from standard as I've only had to use my fog lights 3-4 times in 3 years of ownership. If you're doing it for better appearance, go for LEDs as they're plug & play and much less hassle. HIDs will have ballasts and more wiring, whereas LED fogs are just 1 unit.
Though, I have to admit people who drive around with fog lights on all the time do annoy me..